-67.6%
MYY vs SPY
+312.5%
-380.1%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.5% | +1.6% | +0.7% |
| 7D | +0.8% | -0.4% | +1.2% | +0.5% |
| 30D | +4.4% | -1.4% | +5.8% | +3.0% |
| 3M | +1.1% | +3.7% | -2.6% | +5.4% |
| 6M | -6.3% | +13.0% | -19.3% | +7.6% |
| YTD | -9.5% | +12.4% | -21.9% | +3.6% |
| 1Y | -9.7% | +18.5% | -28.2% | +9.9% |
| 3Y | -24.5% | +77.6% | -102.2% | +49.3% |
| 5Y | -24.5% | +81.7% | -106.2% | +65.6% |
| 10Y | -67.6% | +319.7% | -387.3% | +120.5% |
| All | -67.6% | +312.5% | -380.1% | +120.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded SPY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling